Pages that link to "Item:Q5020500"
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The following pages link to A New Parametrization of Correlation Matrices (Q5020500):
Displaying 14 items.
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- (Q5879918) (← links)
- Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices (Q5885798) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
- A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
- Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (Q6108290) (← links)
- Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
- Permutation-invariant log-Euclidean geometries on full-rank correlation matrices (Q6540317) (← links)
- Dynamic partial correlation models (Q6554221) (← links)
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
- Variational Inference for Large Bayesian Vector Autoregressions (Q6626273) (← links)
- Adaptive joint distribution learning (Q6664475) (← links)
- Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support (Q6665488) (← links)
